Skip to content

Commit d75dec0

Browse files
authored
added 2 definitions
1 parent 83d8473 commit d75dec0

2 files changed

Lines changed: 87 additions & 0 deletions

File tree

D/iass.md

Lines changed: 45 additions & 0 deletions
Original file line numberDiff line numberDiff line change
@@ -0,0 +1,45 @@
1+
---
2+
layout: definition
3+
mathjax: true
4+
5+
author: "Joram Soch"
6+
affiliation: "BCCN Berlin"
7+
e_mail: "joram.soch@bccn-berlin.de"
8+
date: 2022-12-14 13:14:00
9+
10+
title: "Interaction sum of squares"
11+
chapter: "Statistical Models"
12+
section: "Univariate normal data"
13+
topic: "Analysis of variance"
14+
definition: "Interaction sum of squares"
15+
16+
sources:
17+
- authors: "Nandy, Siddhartha"
18+
year: 2018
19+
title: "Two-Way Analysis of Variance"
20+
in: "Stat 512: Applied Regression Analysis"
21+
pages: "Purdue University, Summer 2018, Ch. 19"
22+
url: "https://www.stat.purdue.edu/~snandy/stat512/topic7.pdf"
23+
24+
def_id: "D184"
25+
shortcut: "iass"
26+
username: "JoramSoch"
27+
---
28+
29+
30+
**Definition:** Let there be an analysis of variance (ANOVA) model with [two](/D/anova2) or [more](/D/anovan) factors influencing the measured data $y$ (here, using the [standard formulation](/P/anova2-pss) of [two-way ANOVA](/D/anova2)):
31+
32+
$$ \label{eq:anova}
33+
y_{ijk} = \mu + \alpha_i + \beta_j + \gamma_{ij} + \varepsilon_{ijk}, \; \varepsilon_{ijk} \overset{\mathrm{i.i.d.}}{\sim} \mathcal{N}(0, \sigma^2) \; .
34+
$$
35+
36+
Then, the interaction sum of squares is defined as the [explained sum of squares] (ESS) for each interaction, i.e. as the sum of squared deviations of the average for each cell from the average across all observations, controlling for the [treatment sums of squares](/D/trss) of the corresponding factors:
37+
38+
\begin{equation} \label{eq:iass}
39+
\begin{split}
40+
\mathrm{SS}_\mathrm{A \times B} &= \sum_{i=1}^{a} \sum_{j=1}^{b} \sum_{k=1}^{n_{ij}} ([\bar{y}_{i j \bullet} - \bar{y}_{\bullet \bullet \bullet}] - [\bar{y}_{i \bullet \bullet} - \bar{y}_{\bullet \bullet \bullet}] - [\bar{y}_{\bullet j \bullet} - \bar{y}_{\bullet \bullet \bullet}])^2 \\
41+
&= \sum_{i=1}^{a} \sum_{j=1}^{b} \sum_{k=1}^{n_{ij}} (\bar{y}_{i j \bullet} - \bar{y}_{i \bullet \bullet} - \bar{y}_{\bullet j \bullet} + \bar{y}_{\bullet \bullet \bullet})^2 \; .
42+
\end{split}
43+
\end{equation}
44+
45+
Here, $\bar{y} _{i j \bullet}$ is the mean for the $(i,j)$-th cell (out of $a \times b$ cells), computed from $n_{ij}$ values $y_{ijk}$, $\bar{y} _{i \bullet \bullet}$ and $\bar{y} _{\bullet j \bullet}$ are the level means for the two factors and and $\bar{y} _{\bullet \bullet \bullet}$ is the mean across all values $y_{ijk}$.

D/trss.md

Lines changed: 42 additions & 0 deletions
Original file line numberDiff line numberDiff line change
@@ -0,0 +1,42 @@
1+
---
2+
layout: definition
3+
mathjax: true
4+
5+
author: "Joram Soch"
6+
affiliation: "BCCN Berlin"
7+
e_mail: "joram.soch@bccn-berlin.de"
8+
date: 2022-12-14 13:01:00
9+
10+
title: "Treatment sum of squares"
11+
chapter: "Statistical Models"
12+
section: "Univariate normal data"
13+
topic: "Analysis of variance"
14+
definition: "Treatment sum of squares"
15+
16+
sources:
17+
- authors: "Wikipedia"
18+
year: 2022
19+
title: "Analysis of variance"
20+
in: "Wikipedia, the free encyclopedia"
21+
pages: "retrieved on 2022-11-15"
22+
url: "https://en.wikipedia.org/wiki/Analysis_of_variance#Partitioning_of_the_sum_of_squares"
23+
24+
def_id: "D183"
25+
shortcut: "trss"
26+
username: "JoramSoch"
27+
---
28+
29+
30+
**Definition:** Let there be an analysis of variance (ANOVA) model with [one](/D/anova1), [two](/D/anova2) or [multiple](/D/anovan) factors influencing the measured data $y$ (here, using the [reparametrized version](/P/anova1-repara) of [one-way ANOVA](/D/anova1)):
31+
32+
$$ \label{eq:anova}
33+
y_{ij} = \mu + \delta_i + \varepsilon_{ij}, \; \varepsilon_{ij} \overset{\mathrm{i.i.d.}}{\sim} \mathcal{N}(0, \sigma^2) \; .
34+
$$
35+
36+
Then, the treatment sum of squares is defined as the [explained sum of squares] (ESS) for each main effect, i.e. as the sum of squared deviations of the average for each level of the factor, from the average across all observations:
37+
38+
$$ \label{eq:trss}
39+
\mathrm{SS}_\mathrm{treat} = \sum_{i=1}^{k} \sum_{j=1}^{n_i} (\bar{y}_i - \bar{y})^2 \; .
40+
$$
41+
42+
Here, $\bar{y}_i$ is the mean for the $i$-th level of the factor (out of $k$ levels), computed from $n_i$ values $y_{ij}$, and $\bar{y}$ is the mean across all values $y_{ij}$.

0 commit comments

Comments
 (0)